User profiles for H. B. Kazemi
Hossein KazemiUniversity of Massachusetts Verified email at isenberg.umass.edu Cited by 1967 |
[BOOK][B] CAIA level I: an introduction to core topics in alternative investments
… Hossein Kazemi is the Program Director for the CAIA Association. Dr. Kazemi is a Professor
of Finance at the University of Massachusetts—Amherst, an Associate Director of the Center …
of Finance at the University of Massachusetts—Amherst, an Associate Director of the Center …
[BOOK][B] The new science of asset allocation: risk management in a multi-asset world
T Schneeweis, GB Crowder, HB Kazemi - 2010 - books.google.com
… In The New Science of Asset Allocation, authors Thomas Schneeweis, Garry Crowder, and
Hossein Kazemi first explore the myths that plague this field then quickly move on to examine …
Hossein Kazemi first explore the myths that plague this field then quickly move on to examine …
[BOOK][B] Alternative Investments: CAIA Level I
… Hossein Kazemi is a senior adviser to the CAIA Association. He is the Michael and Cheryl
Philipp Professor of Finance at the University of Massachusetts, Amherst; Director of the …
Philipp Professor of Finance at the University of Massachusetts, Amherst; Director of the …
An intemporal model of asset prices in a markov economy with a limiting stationary distribution
HB Kazemi - The Review of Financial Studies, 1992 - academic.oup.com
A testable single-beta model of asset prices is presented. If state variables have a long-run
stationary joint density function, then the rate return on a very long-term default-free discount …
stationary joint density function, then the rate return on a very long-term default-free discount …
Understanding Hedge Fund Performance: Research Issues Revisited—Part II
T Schneeweis, HB Kazemi… - The Journal of Alternative …, 2003 - pm-research.com
In this article, the authors briefly review the potential market factors affecting various hedge
fund strategies. The market factors affecting hedge fund returns are based on the underlying …
fund strategies. The market factors affecting hedge fund returns are based on the underlying …
[BOOK][B] Alternative Investments: CAIA Level II
HB Kazemi, KH Black, DR Chambers - 2016 - books.google.com
In-depth Level II exam preparation direct from the CAIA Association CAIA Level II is the
official study guide for the Chartered Alternative Investment Analyst professional examination, …
official study guide for the Chartered Alternative Investment Analyst professional examination, …
Time-varying risk and return in the bond market: a test of a new equilibrium pricing model
CJ Campbell, HB Kazemi… - The Review of Financial …, 1999 - academic.oup.com
This article uses bond market data to empirically test the asset pricing model of Kazemi (1992).
According to this model the rate of return on a long-term, pure-discount, default-free bond …
According to this model the rate of return on a long-term, pure-discount, default-free bond …
The multi-period CAPM and the valuation of multi-period stochastic cash flows
HB Kazemi - Journal of Financial and Quantitative Analysis, 1991 - cambridge.org
This paper develops a valuation formula for multi-period stochastic cash flows consistent
with rational risk-averse investor behavior and equilibrium in securities markets. It shows that …
with rational risk-averse investor behavior and equilibrium in securities markets. It shows that …
Dispersion of beliefs, asset prices, and noisy aggregation of information
HB Kazemi - Financial Review, 1991 - Wiley Online Library
This paper discusses the determinants of the dispersion of beliefs of informed investors and
the effects of this dispersion on the equilibrium level of asset prices in a noisy rational …
the effects of this dispersion on the equilibrium level of asset prices in a noisy rational …
Indeterminacy and volatility of exchange rates under imperfect currency substitution
M Mahdavi, HB Kazemi - Economic Inquiry, 1996 - Wiley Online Library
We know that when currencies are perfect substitutes, exchange rates could become
indeterminate. We show that even when currencies are less than perfect substitutes exchange …
indeterminate. We show that even when currencies are less than perfect substitutes exchange …